Nontrading, market-making, and estimates of stock price volatility

Author(s)
Marsh, Terry A.; Rosenfeld, Eric R.
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Description
January 1983.
Date issued
1985
URI
http://hdl.handle.net/1721.1/48589
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Other identifiers
nontradingmarket00mars
Series/Report no.
Working paper (Sloan School of Management) ; 1549-83.
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